Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 544.000 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 127 | SOFR+127 | - | - |
A-2 | USD | 96.000 | - | Aa2 | - | - | - | - | - | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
B | USD | 47.000 | - | A2 | - | - | - | - | - | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
C | USD | 29.000 | - | Baa3 | - | - | - | - | - | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
D | USD | 28.000 | - | Ba3 | - | - | - | - | - | - | Floating | SOFR | - | 620 | SOFR+620 | - | - |
Sub | USD | 56.060 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2023-05-25;
A-2: First Pay: 2022-10-15; Redemption: 2023-05-25;
B: First Pay: 2022-10-15; Redemption: 2023-05-25;
C: First Pay: 2022-10-15; Redemption: 2023-05-25;
D: First Pay: 2022-10-15; Redemption: 2023-05-25;
Sub: First Pay: 2022-10-15; Redemption: 2023-05-25;
Deal Comments
Non Call Period: 1.00
AllReportsSurveillanceOther